-3.6%
DDOG vs AON
+17.1%
-20.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.8% |
| 7D | +2.9% | +1.0% | +1.8% | +2.4% |
| 30D | -31.6% | +23.2% | -54.8% | -38.9% |
| 3M | -27.0% | -5.0% | -22.0% | -25.9% |
| 6M | -10.3% | +9.3% | -19.6% | -17.1% |
| YTD | +35.4% | -3.4% | +38.8% | +33.9% |
| 1Y | -1.0% | -2.9% | +1.9% | -2.6% |
| 3Y | +76.7% | +3.6% | +73.0% | +59.4% |
| All | -3.6% | +17.1% | -20.6% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling